Last update: 07.07.2024 12:09 (GMT+3)
TALLINN STOCK EXCHANGE
CORRECTION ANNOUNCEMENT
Compared to the previously published announcement, the figures for
number of written option contracts and number of contracts of net open
position were corrected. The corrected announcement will follow:
------------------------------------------
OPTION MARKET STATISTICS AS OF 30.09.2000
1.
30.06.2000 31.07.2000 31.08.2000 30.09.2000
Volume of
written options 53 595 350 69 502 050 75 115 650 69 299 900
(absolute value)
Net open
position -29 637 000 -30 239 050 -25 937 200 -20 008 900
2. By underlying
under-
lying 30.06.2000 31.07.2000 31.08.2000 30.09.2000
-----------------------------------------------------
BAL 0.17% 0.27%
ESTIK 0.22% 0.17% 0.24% 0.26%
ETL 2.47% 2.55% 5.37% 12.95%
EVP 1.04% 0.92% 0.68% 4.57%
EYP 17.12% 10.34% 4.55%
FARMA 0.21%
HP 57.60% 68.56% 68.87% 62.83%
KALEV 0.30% 0.22%
KLM 0.31% 0.15% 0.14%
KYLM 2.02% 1.55% 0.48%
MERKO 0.22% 0.17% 0.61% 0.66%
NORMA 14.97% 14.05% 18.40% 18.40%
OPT 2.22% 0.39% 0.09% 0.10%
REVAL 0.35% 0.27%
TKM 0.78% 0.60% 0.56%
-----------------------------------------------------
total 100.00% 100.00% 100.00% 100.00%
3. By expiry date
expiry 30.06.2000 31.07.2000 31.08.2000 30.09.2000
-----------------------------------------------------
Juuli-00 16.42%
Aug-00 9.14% 16.94%
Sept-00 4.97% 11.09% 19.02%
Okt-00 19.01% 17.42% 17.04% 19.43%
Nov-00 43.71% 35.64% 31.37% 38.98%
Dets-00 2.74% 11.33% 11.65% 11.69%
Jaan-01 2.57% 7.22% 11.51% 12.76%
Veebr-01 0.47% 0.36% 7.97% 16.63%
Märts-01 0.51%
Juuni-01 0.97% 0.69%
Juuli-01 0.75%
-----------------------------------------------------
total 100.00% 100.00% 100.00% 100.00%
4. Written options
Volume of written Number of written
option contracts (EEK) option contracts
--------------------------------------------------------------
under- expiry put call put call
lying
--------------------------------------------------------------
ESTIK Okt-00 -180 000 -300
ETL Nov-00 -450 000 -1 150 000 -50 -100
Dets-00 -402 500 -35
Jaan-01 -285 000 -30
Veebr-01 -6 690 000 -540
EVP Okt-00 -637 000 -130
Nov-00 -1 797 500 -335
Dets-00 -735 000 -150
HP Okt-00 -405 000 -10 436 000 -30 -843
Nov-00 -1 200 000 -18 222 500 -100 -1463
Dets-00 -3 635 000 -282
Jaan-01 -6 559 000 -534
Veebr-01 -360 000 -2 369 000 -30 -188
Märts-01 -352 500 -27
KALEV Veebr-01 -150 000 -150
MERKO Dets-00 -120 000 -40
Veebr-01 -340 000 -100
NORMA Okt-00 -1 735 000 -410
Nov-00 -4 192 000 -1046
Dets-00 -3 210 500 -795
Jaan-01 -2 000 000 -500
Veebr-01 -1 616 400 -406
OPT Okt-00 -70 000 -100
--------------------------------------------------------------
total -2 485 000 -66 814 900 -310 -8404
5. Net open position
Net open position Net open position
(EEK) (number of contracts)
--------------------------------------------------------------
under- expiry put call put call
lying
--------------------------------------------------------------
ESTIK Okt-00 -180 000 -300
ETL Okt-00 865 000 90
Nov-00 -450 000 -1 150 000 -50 -100
Dets-00 -402 500 -35
Jaan-01 -285 000 -30
Veebr-01 -6 690 000 -540
EVP Okt-00 3 252 000 -637 000 550 -130
Nov-00 290 000 -1 017 500 50 -185
Dets-00 -735 000 -150
HP Okt-00 325 000 1 734 000 30 137
Nov-00 240 000 2 442 500 20 197
Dets-00 -3 035 000 -242
Jaan-01 660 000 -4 059 000 60 -334
Veebr-01 -360 000 -2 239 000 -30 -178
Märts-01 -352 500 -27
KALEV Veebr-01 -150 000 -150
MERKO Nov-00 700 000 200
Dets-00 -120 000 -40
Veebr-01 -340 000 -100
NORMA Okt-00 -1 231 000 -290
Nov-00 -3 372 000 -846
Dets-00 -2 595 500 -645
Jaan-01 -30 000 0
Veebr-01 -1 616 400 -406
OPT Okt-00 -70 000 -100
SAKU Jaan-01 600 000 100
--------------------------------------------------------------
total 4 487 000 -24 495 900 630 -4104
6. By option type
type 30.06.2000 31.07.2000 31.08.2000 30.09.2000
-------------------------------------------------------------------
Put options 0.10% 2.93% 3.59%
Call options 100.00% 99.90% 97.07% 96.41%
-------------------------------------------------------------------
total 100.00% 100.00% 100.00% 100.00%
The methodology for calculation of option statistics is available
at TSE Internet homepage at
<a href='http://www.tse.ee/english/rules/pdf/optionmeth.pdf' target='_blank'>http://www.tse.ee/english/rules/pdf/optionmeth.pdf</a>
TSE
Sitemap